PortfoliosLab logo
RUN vs. SPWR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RUN and SPWR is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

RUN vs. SPWR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sunrun Inc. (RUN) and SunPower Corporation (SPWR). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

RUN:

0.04

SPWR:

1.43

Sortino Ratio

RUN:

0.85

SPWR:

3.08

Omega Ratio

RUN:

1.11

SPWR:

1.35

Calmar Ratio

RUN:

0.14

SPWR:

2.37

Martin Ratio

RUN:

0.29

SPWR:

6.45

Ulcer Index

RUN:

44.44%

SPWR:

34.80%

Daily Std Dev

RUN:

87.63%

SPWR:

127.34%

Max Drawdown

RUN:

-94.13%

SPWR:

-97.59%

Current Drawdown

RUN:

-86.84%

SPWR:

-81.98%

Fundamentals

Market Cap

RUN:

$2.72B

SPWR:

$139.42M

EPS

RUN:

-$12.21

SPWR:

-$1.20

PS Ratio

RUN:

1.30

SPWR:

3.42

PB Ratio

RUN:

0.96

SPWR:

0.00

Total Revenue (TTM)

RUN:

$2.08B

SPWR:

$98.70M

Gross Profit (TTM)

RUN:

$352.80M

SPWR:

$37.22M

EBITDA (TTM)

RUN:

-$3.06B

SPWR:

-$86.54M

Returns By Period

In the year-to-date period, RUN achieves a 37.30% return, which is significantly higher than SPWR's 6.70% return.


RUN

YTD

37.30%

1M

86.22%

6M

23.66%

1Y

3.50%

5Y*

-2.04%

10Y*

N/A

SPWR

YTD

6.70%

1M

17.18%

6M

3.24%

1Y

177.21%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

RUN vs. SPWR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RUN
The Risk-Adjusted Performance Rank of RUN is 5757
Overall Rank
The Sharpe Ratio Rank of RUN is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of RUN is 6161
Sortino Ratio Rank
The Omega Ratio Rank of RUN is 5959
Omega Ratio Rank
The Calmar Ratio Rank of RUN is 5858
Calmar Ratio Rank
The Martin Ratio Rank of RUN is 5454
Martin Ratio Rank

SPWR
The Risk-Adjusted Performance Rank of SPWR is 9292
Overall Rank
The Sharpe Ratio Rank of SPWR is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of SPWR is 9595
Sortino Ratio Rank
The Omega Ratio Rank of SPWR is 9191
Omega Ratio Rank
The Calmar Ratio Rank of SPWR is 9595
Calmar Ratio Rank
The Martin Ratio Rank of SPWR is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RUN vs. SPWR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunrun Inc. (RUN) and SunPower Corporation (SPWR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current RUN Sharpe Ratio is 0.04, which is lower than the SPWR Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of RUN and SPWR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

RUN vs. SPWR - Dividend Comparison

Neither RUN nor SPWR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RUN vs. SPWR - Drawdown Comparison

The maximum RUN drawdown since its inception was -94.13%, roughly equal to the maximum SPWR drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for RUN and SPWR. For additional features, visit the drawdowns tool.


Loading data...

Volatility

RUN vs. SPWR - Volatility Comparison

The current volatility for Sunrun Inc. (RUN) is 27.47%, while SunPower Corporation (SPWR) has a volatility of 30.43%. This indicates that RUN experiences smaller price fluctuations and is considered to be less risky than SPWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...

Financials

RUN vs. SPWR - Financials Comparison

This section allows you to compare key financial metrics between Sunrun Inc. and SunPower Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00100.00M200.00M300.00M400.00M500.00M600.00M20212022202320242025
504.27M
88.67M
(RUN) Total Revenue
(SPWR) Total Revenue
Values in USD except per share items

RUN vs. SPWR - Profitability Comparison

The chart below illustrates the profitability comparison between Sunrun Inc. and SunPower Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-60.0%-40.0%-20.0%0.0%20.0%40.0%20212022202320242025
19.6%
46.5%
(RUN) Gross Margin
(SPWR) Gross Margin
RUN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sunrun Inc. reported a gross profit of 98.84M and revenue of 504.27M. Therefore, the gross margin over that period was 19.6%.

SPWR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, SunPower Corporation reported a gross profit of 41.27M and revenue of 88.67M. Therefore, the gross margin over that period was 46.5%.

RUN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sunrun Inc. reported an operating income of -114.89M and revenue of 504.27M, resulting in an operating margin of -22.8%.

SPWR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, SunPower Corporation reported an operating income of -21.50M and revenue of 88.67M, resulting in an operating margin of -24.3%.

RUN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sunrun Inc. reported a net income of 50.01M and revenue of 504.27M, resulting in a net margin of 9.9%.

SPWR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, SunPower Corporation reported a net income of 46.99M and revenue of 88.67M, resulting in a net margin of 53.0%.